-3.0%
CMG vs LSCC
+85.6%
-88.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -1.5% | +5.2% | -6.7% | -2.5% |
| 30D | +12.7% | -9.6% | +22.4% | +14.8% |
| 3M | +26.3% | -17.8% | +44.1% | +29.5% |
| 6M | +4.5% | +37.4% | -32.9% | -6.2% |
| YTD | -0.1% | +59.7% | -59.8% | -14.4% |
| 1Y | -6.8% | +76.2% | -83.0% | -22.8% |
| 3Y | -5.0% | +28.2% | -33.2% | -19.0% |
| 5Y | -3.0% | +87.2% | -90.2% | -37.0% |
| All | -3.0% | +85.6% | -88.7% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling